Alqaralleh, Huthaifa - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
We adopt an unobserved components time series model to track the business cycles in the G7 countries using the … frequency is that the business cycle can be investigated in terms of a higher frequency than once per quarter. The aim here is … to extract the classical cycle by dating the peaks and troughs and investigating the characteristics of the business …